Its lets you perform rolling summaries using apply: > apply(embed(1:10, 3), 1, mean) [1] 2 3 4 5 6 7 8 9
Note that 2 is the mean of 1:3, 3 is the mean of 2:4, ..., 9 is the mean of 8:10. On Fri, Apr 3, 2009 at 11:04 AM, <rkevinbur...@charter.net> wrote: > I have a question on the function 'embed'. I ran the example > > x <- 1:10 > embed(x, dimension=3) > > This gives the output: > > [,1] [,2] [,3] > [1,] 3 2 1 > [2,] 4 3 2 > [3,] 5 4 3 > [4,] 6 5 4 > [5,] 7 6 5 > [6,] 8 7 6 > [7,] 9 8 7 > [8,] 10 9 8 > > I don't quite understand the output and why it is useful. First, there are > only 8 rows down from 10 and the first element starts with 3. Of course I can > think of explanations as to what is occuring but I cannot see how this is > useful. I am sure it has application as i see this command used in much of > the source but I just cannot see it now. > > The documentation states: > > Each row of the resulting matrix consists of sequences x[t], x[t-1], ..., > x[t-dimension+1], where t is the original index of x. If x is a matrix, i.e., > x contains more than one variable, then x[t] consists of the tth observation > on each variable. > > This explanation doesn't seem to account for the dimension argument. > > Thank you for your comments. > > Kevin > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
